{"published":"2017-12-14 10:00:00","version":"1.0","width":"100%","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Ftech-blog.rei-frontier.jp%2Fentry%2F2017%2F12%2F14%2F100000\" title=\"Brown\u904b\u52d5\u3068\u78ba\u7387\u7a4d\u5206\uff1a\u305d\u306e3 - Rei Frontier Tech Blog\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","type":"rich","provider_name":"Hatena Blog","provider_url":"https://hatena.blog","description":"\u30ec\u30a4\u30fb\u30d5\u30ed\u30f3\u30c6\u30a3\u30a2\u682a\u5f0f\u4f1a\u793e\u306e\u30c7\u30fc\u30bf\u30a2\u30ca\u30ea\u30b9\u30c8\u306e\u9f4b\u85e4\u3067\u3059\u3002 \u524d\u56de\u306e\u8a18\u4e8b\u306e\u7d9a\u304d\u3092\u66f8\u3044\u3066\u3044\u304d\u307e\u3059\u3002 \u78ba\u7387\u7a4d\u5206 \u4f0a\u85e4\u306e\u516c\u5f0f \u53c2\u8003\u6587\u732e \u78ba\u7387\u7a4d\u5206 Brown\u904b\u52d5\\( (B_t(\\omega) )_{t \\geq 0}\\)\u3068\u95a2\u6570\\( f : \\mathbb{R} \\to \\mathbb{R}\\)\u306b\u3064\u3044\u3066\u3001\u7a4d\u5206\\(\\int_0^t f(B_s(\\omega) )\\, dB_s(\\omega) \\)\u3092\u5b9a\u7fa9\u3059\u308b\u3053\u3068\u3092\u8003\u3048\u307e\u3059\u3002Brown\u904b\u52d5\u306e\u5168\u5909\u52d5\u306f\u78ba\u73871\u3067\u7121\u9650\u5927\u306a\u306e\u3067\u3001\u7a4d\u5206\\(\\int_0^t f(B_s(\\omega) )\\, dB_s(\\omega) \\)\u3092\u901a\u5e38\u306eStieltjes\u7a4d\u5206\u3068\u3057\u3066\u6349\u3048\u308b\u3053\u3068\u306f\u3067\u2026","blog_url":"https://tech-blog.rei-frontier.jp/","author_name":"reifrontier","blog_title":"Rei Frontier Tech Blog","height":"190","url":"https://tech-blog.rei-frontier.jp/entry/2017/12/14/100000","author_url":"https://blog.hatena.ne.jp/reifrontier/","categories":[],"image_url":null,"title":"Brown\u904b\u52d5\u3068\u78ba\u7387\u7a4d\u5206\uff1a\u305d\u306e3"}